Ergodic Control Diffusion Processes by Arapostathis Ari (17 results)
Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
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Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
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Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
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Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
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Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
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Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
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Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
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Language: English
Published by Cambridge University Press CUP, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
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Condition: New. pp. xvi + 323.
Language: English
Published by Cambridge Univ Pr, 2011
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Hardcover. Condition: Brand New. 1st edition. 335 pages. 9.75x6.75x1.00 inches. In Stock.
Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusi…ons. This then leads to a comprehensive treatment of ergodic control, a problem that straddles stochastic control and the ergodic theory of Markov processes. The interplay between the probabilistic and ergodic-theoretic aspects of the problem, notably the asymptotics of empirical measures on one hand, and the analytic aspects leading to a characterization of optimality via the associated Hamilton-Jacobi-Bellman equation on the other, is clearly revealed. The more abstract controlled martingale problem is also presented, in addition to many other related issues and models. Assuming only graduate-level probability and analysis, the authors develop the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research.
Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
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Condition: New. The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. Series: Encyclopedia of Mathematics and Its Applications. Num Pages: 340 pages, 1 b/w illus. BIC Classification: PBT; PBWL. Category: (U) Tertiary Education (US: College). Dimension: 162 x 241 x 22. Wei…ght in Grams: 664. . 2011. 1st Edition. hardcover. . . . . Books ship from the US and Ireland.
Language: English
Published by Cambridge University Press, 2011
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
- First Edition
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
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Condition: New. The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. Series: Encyclopedia of Mathematics and Its Applications. Num Pages: 340 pages, 1 b/w illus. BIC Classification: PBT; PBWL. Category: (U) Tertiary Education (US: College). Dimension: 162 x 241 x 22. Wei…ght in Grams: 664. . 2011. 1st Edition. hardcover. . . . .
Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
- Print on Demand
Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
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Hardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Language: English
Published by Cambridge University Press, Cambridge, 2011
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
- Print on Demand
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
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Hardcover. Condition: new. Hardcover. This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions. This then leads to a comprehensi…ve treatment of ergodic control, a problem that straddles stochastic control and the ergodic theory of Markov processes. The interplay between the probabilistic and ergodic-theoretic aspects of the problem, notably the asymptotics of empirical measures on one hand, and the analytic aspects leading to a characterization of optimality via the associated HamiltonJacobiBellman equation on the other, is clearly revealed. The more abstract controlled martingale problem is also presented, in addition to many other related issues and models. Assuming only graduate-level probability and analysis, the authors develop the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research. This is the first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. Assuming only graduate-level probability and analysis, it develops the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Language: English
Published by CAMBRIDGE, 2011
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This is the first comprehensive account of controlled diffusions with a focus on ergodic or long run average control. Assuming only graduate-level probability and analysis, it develops the theory in a manner… that makes it accessible to users in applied ma.
Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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Condition: New. Print on Demand pp. xvi + 323 Illus.
Language: English
Published by Cambridge University Press, 2012
Series: Book 143 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
- Print on Demand
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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Condition: New. PRINT ON DEMAND pp. xvi + 323.
